+148.4%
PM vs EPAM
-31.1%
+179.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +20.6% | -25.3% | -4.1% |
| 7D | -3.4% | +23.0% | -26.4% | -2.8% |
| 30D | +5.8% | +51.6% | -45.8% | +6.6% |
| 3M | +6.7% | +50.8% | -44.2% | +7.5% |
| 6M | +19.9% | +51.1% | -31.2% | +20.6% |
| YTD | +27.8% | -19.1% | +46.9% | +28.0% |
| 1Y | +39.4% | +3.0% | +36.4% | +39.7% |
| All | +148.4% | -31.1% | +179.4% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling